Note that under Settings - Application - Manage Applications, you have the ability to "Force Stop" an application if necessary, without the use of a task killer app. Someone from the company that makes the Touchdown Exchange email client posted in the past that killing an app can cause data corruption in the app's data storage since the app is abruptly terminated and not give a chance to cleanly store its data - much like simply turning off the power on a PC without first saving your Word document.

In any case, this discussion is worthwhile as people are always wondering about task killers and if they are (or are not) necessary and beneficial. I wouldn't be surprised if this is predominantly among Windows users (like myself)